We consider the maximum process of a random walk with additive independent noise in the form of maxi=1,…,n(Si+Yi). The random walk may have dependent increments, but its sample path is assumed to converge weakly to a fractional Brownian motion. When the largest noise has the same order as the...

Dikta, Kvesic, and Schmidt proposed a model-based resampling scheme to approximate critical values of tests for model checking involving binary response data. Their approach is inapplicable when the binary response variable is not always observed, however. We propose a missingness adjusted...

The Bernoulli sieve is the infinite “balls-in-boxes” occupancy scheme with random frequencies Pk=W1⋯Wk−1(1−Wk), where (Wk)k∈N are independent copies of a random variable W taking values in (0,1). Assuming that the number of balls equals n, let Ln denote the number of empty boxes...